| Metric | naive | lstm | cnn | xgboost |
|---|---|---|---|---|
| diff_of_means | -1.09813635 | 1.45463249 | -5.26755698 | 7.53432929 |
| ratio_of_sd | 0.83032297 | 0.80930366 | 0.91610227 | 0.85659374 |
| amplitude_ratio_of_means | 0.53874742 | 0.58110132 | 0.63160336 | 0.52868345 |
| maximum_error | 0.30158247 | 0.33870968 | 0.35849057 | 0.27723676 |
| ks_mean_on_coarse_res_with_extremes | 0.58685931 | 0.33312993 | 0.32387788 | 0.43565736 |
| rainy_hours_ratio_of_means | 0.81503814 | 0.83233812 | 0.89236771 | 0.95111680 |
| qqplot_mae | 0.02902877 | 0.03232419 | 0.02758706 | 0.01842247 |
| acf_mae | 0.15246096 | 0.11128914 | 0.08829416 | 0.10984954 |
| extremogram_mae | 0.10876303 | 0.05816779 | 0.05722563 | 0.08327170 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | lstm | xgboost | naive | cnn |
|---|---|---|---|---|
| diff_of_means | -1.32022209 | 4.57292652 | -4.78145367 | -8.99098323 |
| ratio_of_sd | 0.84920426 | 0.87826127 | 0.89425624 | 0.98398582 |
| amplitude_ratio_of_means | 0.59111396 | 0.52646132 | 0.55176020 | 0.64174082 |
| maximum_error | 0.33992696 | 0.27023737 | 0.31649422 | 0.36062082 |
| ks_mean_on_coarse_res_with_extremes | 0.22652987 | 0.38737974 | 0.37817824 | 0.24569166 |
| rainy_hours_ratio_of_means | 0.79822835 | 0.90061077 | 0.79244948 | 0.85915154 |
| qqplot_mae | 0.03265326 | 0.01949577 | 0.02846173 | 0.03011674 |
| acf_mae | 0.11692544 | 0.12096702 | 0.14700020 | 0.08098371 |
| extremogram_mae | 0.06858446 | 0.08983164 | 0.11654691 | 0.05614258 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | lstm | naive | xgboost | cnn |
|---|---|---|---|---|
| diff_of_means | -1.29902711 | -4.31832085 | 5.56977207 | -8.85792472 |
| ratio_of_sd | 0.86962350 | 0.90056260 | 0.88992844 | 1.01050257 |
| amplitude_ratio_of_means | 0.59014136 | 0.55098472 | 0.53346214 | 0.64933880 |
| maximum_error | 0.34783932 | 0.31466829 | 0.26749848 | 0.36731589 |
| ks_mean_on_coarse_res_with_extremes | 0.29166667 | 0.47377072 | 0.40682665 | 0.27901947 |
| rainy_hours_ratio_of_means | 0.81870325 | 0.80824462 | 0.93673544 | 0.88585472 |
| qqplot_mae | 0.03086494 | 0.02555128 | 0.01734938 | 0.02986056 |
| acf_mae | 0.11490876 | 0.15439154 | 0.11680691 | 0.09081659 |
| extremogram_mae | 0.07832312 | 0.12416350 | 0.09438398 | 0.07841998 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | xgboost | lstm | naive | cnn |
|---|---|---|---|---|
| diff_of_means | -18.59207382 | -22.3137164 | -24.88989899 | -29.17302237 |
| ratio_of_sd | 0.93328717 | 0.8924362 | 0.88373877 | 0.99202944 |
| amplitude_ratio_of_means | 0.61778900 | 0.7033289 | 0.59881932 | 0.75806841 |
| maximum_error | 0.28484480 | 0.3457091 | 0.29549604 | 0.34875228 |
| ks_mean_on_coarse_res_with_extremes | 0.33968980 | 0.2059953 | 0.44191137 | 0.24476586 |
| rainy_hours_ratio_of_means | 0.74005558 | 0.6693176 | 0.65528133 | 0.71185764 |
| qqplot_mae | 0.03735492 | 0.0460716 | 0.05330394 | 0.04200762 |
| acf_mae | 0.14537909 | 0.1264197 | 0.18246683 | 0.11236759 |
| extremogram_mae | 0.08180121 | 0.0491952 | 0.10270499 | 0.04149937 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | naive | cnn | lstm | xgboost |
|---|---|---|---|---|
| diff_of_means | 19.9946633 | 20.20588522 | 20.64402606 | 30.08157216 |
| ratio_of_sd | 0.7089131 | 0.73845261 | 0.71071808 | 0.70675089 |
| amplitude_ratio_of_means | 0.4509995 | 0.49036004 | 0.49123572 | 0.41584090 |
| maximum_error | 0.2805843 | 0.39440049 | 0.33292757 | 0.24802191 |
| ks_mean_on_coarse_res_with_extremes | 0.5692810 | 0.26169591 | 0.26265376 | 0.46119086 |
| rainy_hours_ratio_of_means | 0.9954251 | 1.14108468 | 1.02563808 | 1.20391363 |
| qqplot_mae | 0.0369468 | 0.05165201 | 0.04444941 | 0.04143946 |
| acf_mae | 0.1714060 | 0.09509487 | 0.11494648 | 0.12775202 |
| extremogram_mae | 0.1606262 | 0.09511482 | 0.08131692 | 0.12732460 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | naive | cnn | lstm | xgboost |
|---|---|---|---|---|
| diff_of_means | 6.05617223 | 7.43662403 | 7.75959154 | 17.31453189 |
| ratio_of_sd | 0.78739496 | 0.82403007 | 0.79002474 | 0.78391681 |
| amplitude_ratio_of_means | 0.51062073 | 0.57419351 | 0.56234573 | 0.48724322 |
| maximum_error | 0.27510651 | 0.38953135 | 0.31892879 | 0.24041388 |
| ks_mean_on_coarse_res_with_extremes | 0.56521148 | 0.31358683 | 0.26923077 | 0.46072225 |
| rainy_hours_ratio_of_means | 0.87422216 | 1.00546633 | 0.91614891 | 1.06031972 |
| qqplot_mae | 0.02921536 | 0.03474913 | 0.03302241 | 0.02451397 |
| acf_mae | 0.15434915 | 0.08193290 | 0.10347224 | 0.10798308 |
| extremogram_mae | 0.10638560 | 0.05594005 | 0.04842913 | 0.07812940 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | cnn | naive | lstm | xgboost |
|---|---|---|---|---|
| diff_of_means | 18.02545632 | 18.19279295 | 18.70696705 | 28.62039604 |
| ratio_of_sd | 0.77835808 | 0.73431736 | 0.73277941 | 0.72829615 |
| amplitude_ratio_of_means | 0.50057156 | 0.46516295 | 0.49991387 | 0.42715028 |
| maximum_error | 0.41205113 | 0.27601948 | 0.32501522 | 0.25197809 |
| ks_mean_on_coarse_res_with_extremes | 0.25504992 | 0.47267594 | 0.25457583 | 0.40867497 |
| rainy_hours_ratio_of_means | 1.14239980 | 0.97850170 | 1.01225462 | 1.19169116 |
| qqplot_mae | 0.04899033 | 0.03580146 | 0.04285723 | 0.03954678 |
| acf_mae | 0.08843996 | 0.15292765 | 0.11116283 | 0.10924999 |
| extremogram_mae | 0.08454846 | 0.13450972 | 0.07794449 | 0.10554910 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97